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Trade: ANKR/USDT/720/VWAP/EMA/1934

Strategy
ANKR/USDT/720/VWAP/EMA/1934
Pair
ANKR_USDT
Interval
12h
Score
665319
Daily Profit
0.831985
Profit Factor
4.434831
Profitability
45.132743
Streak
0.000000
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-27 17:56
Expiration Time
2025-12-01 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1876542.2819 1829399.1092 47143.1727 2604988.3145 1477105.007 1127883.3075
Total P&L (%) 1876.5423 1829.3991 47.1432 2604.9883 1477.105 1127.8833
Avg Daily Profit (%) 0.832 0.8111 0.0209 0.1463 0.1224 0.1113
Buy And Hold Return (%) 300.2857 300.2857 300.2857 300.2857 300.2857 300.2857
Max Trade Drawdown -146018 -51168 -120976 -2160904 -1175622 -1628165
Profit Factor 4.4348 8.8107 1.151 1.3065 1.4349 1.221
Total Trades 113 57 56 113 57 56
Winning Trades 51 23 28 51 23 28
Losing Trades 62 34 28 62 34 28
Profitability (%) 45.1327 40.3509 50 45.1327 40.3509 50
Ratio Avg Win / Avg Loss 5.3914 13.0245 1.151 1.5883 2.1211 1.221
Largest Winning Trade 1454252 1454252 55867 1315233 1315233 1100805
Largest Losing Trade -35258 -35258 -31363 -914914 -469172 -914914
Avg Bars in Trades 37 34 40 37 34 40
Avg Bars in Winners 61 61 61 61 61 61
Avg Bars in Losers 17 16 19 17 16 19
Bars Traded 4234 1975 2258 4234 1975 2258
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 665319 -162709 -565148 84104 -212435 -226948
Evaluation Data
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4511,
    "evaluation_days": 2255.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566993600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984964251,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 19,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1876542.2819040501,
            1829399.1091723738,
            47143.1727316757,
            2604988.3144762646,
            1477105.0069538415,
            1127883.307522423
        ],
        [
            1876.542282,
            1829.399109,
            47.143173,
            2604.988314,
            1477.105007,
            1127.883308
        ],
        [
            0.831985,
            0.811084,
            0.020901,
            0.146313,
            0.122361,
            0.111251
        ],
        [
            300.285714,
            300.285714,
            300.285714,
            300.285714,
            300.285714,
            300.285714
        ],
        [
            -146018,
            -51168,
            -120976,
            -2160904,
            -1175622,
            -1628165
        ],
        [
            4.434831,
            8.810711,
            1.151046,
            1.306465,
            1.43488,
            1.221
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            45.132743,
            40.350877,
            50,
            45.132743,
            40.350877,
            50
        ],
        [
            5.391363,
            13.024529,
            1.151046,
            1.588251,
            2.121127,
            1.221
        ],
        [
            1454252,
            1454252,
            55867,
            1315233,
            1315233,
            1100805
        ],
        [
            -35258,
            -35258,
            -31363,
            -914914,
            -469172,
            -914914
        ],
        [
            37,
            34,
            40,
            37,
            34,
            40
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            17,
            16,
            19,
            17,
            16,
            19
        ],
        [
            4234,
            1975,
            2258,
            4234,
            1975,
            2258
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            665319,
            -162709,
            -565148,
            84104,
            -212435,
            -226948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4511,
    "evaluation_days": 2255.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1566993600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984964251,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 19,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)